+465.0%
JPM vs VLO
+790.8%
-325.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +3.5% | +9.6% | -6.1% | +0.4% |
| 30D | +3.3% | -17.4% | +20.6% | +9.3% |
| 3M | -4.2% | +10.8% | -14.9% | -8.3% |
| 6M | +16.4% | +56.9% | -40.5% | -1.9% |
| YTD | +9.5% | +136.8% | -127.3% | -21.5% |
| 1Y | +14.0% | +120.7% | -106.6% | -16.4% |
| 3Y | +153.1% | +231.9% | -78.8% | +54.4% |
| 5Y | +134.9% | +479.0% | -344.1% | +6.8% |
| All | +465.0% | +790.8% | -325.8% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling